Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49105.86 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45045.52 Kr¶

PnL: ---------------------------------------> -10.48 Kr¶

DD now: ---------------------------------> -7.557 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 17:15:27.561191'

Anic Portfolio¶

Today¶

Return: -1.232 %¶

This Week¶

Return: -0.4 %¶

Total portfolio value¶

Return including deposits: 60.76 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.080000 1666.440000 197.440000 13.440000 1468.999998
Orrön Energy 180 -2.450000 2148.300000 105.300000 5.150000 2043.000000
Atrium Ljungberg B 5 -0.150000 993.500000 58.500000 6.260000 935.000000
Sagax A 4 0.890000 904.000000 50.000000 5.850000 854.000000
Sagax B 4 0.620000 902.800000 48.800000 5.710000 854.000000
Hoist Finance 35 0.860000 1025.500000 45.500000 4.640000 980.000000
Hexatronic Group 12 0.410000 1005.840000 38.840000 4.020000 966.999996
Catena 2 -1.530000 826.000000 34.000000 4.290000 792.000000
JM 6 -1.060000 892.800000 28.800000 3.330000 864.000000
Platzer Fastigheter Holding B 12 -3.410000 985.200000 24.200000 2.520000 960.999996
OX2 13 1.160000 965.900000 15.900000 1.670000 949.999999
Biotage 7 -0.800000 949.900000 8.900000 0.950000 940.999997
Bilia A 8 -0.790000 908.800000 8.800000 0.980000 900.000000
Gränges 9 -1.430000 928.800000 0.800000 0.090000 927.999999
HEXPOL B 9 -0.610000 1021.500000 0.500000 0.050000 1020.999996
AcadeMedia 8 -1.180000 401.600000 -0.400000 -0.100000 402.000000
INVISIO 16 1.990000 3688.000000 -1.000000 -0.030000 3689.000000
BioGaia B 8 -2.360000 928.000000 -2.000000 -0.220000 930.000000
VEF 909 -3.330000 1845.270000 -4.730000 -0.260000 1850.000436
Byggmax Group 33 -2.710000 947.100000 -8.900000 -0.930000 956.000001
Clas Ohlson B 12 -2.260000 961.800000 -11.200000 -1.150000 972.999996
ASSA ABLOY B 3 -1.580000 767.400000 -11.600000 -1.490000 779.000001
EQT 4 -2.390000 816.400000 -15.600000 -1.880000 832.000000
Addnode Group B 11 -0.180000 900.350000 -20.650000 -2.240000 921.000003
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -1.320000 940.800000 -26.200000 -2.710000 966.999999
Alimak Group 11 -2.040000 899.800000 -28.200000 -3.040000 927.999996
SKF B 5 -1.200000 907.250000 -32.750000 -3.480000 940.000000
Indutrade 5 -1.130000 1176.500000 -41.500000 -3.410000 1218.000000
Latour B 4 -0.150000 814.800000 -42.200000 -4.920000 857.000000
Vitec Software Group B 2 -2.360000 1034.000000 -53.000000 -4.880000 1087.000000
Sedana Medical 93 -7.410000 2464.500000 -56.500000 -2.240000 2521.000011
Bufab 3 -1.140000 1038.600000 -70.400000 -6.350000 1109.000001
BHG Group 97 -1.620000 1358.970000 -100.030000 -6.860000 1458.999989
Hexagon B 26 -2.950000 3331.900000 -129.100000 -3.730000 3461.000010
TOTAL 45045.520000 -10.480000 -7.55735% 45056.000411

Updated:¶

'2023-07-05 17:15:44.920258'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶